CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0110 |
0.0074 |
0.7% |
0.9858 |
| High |
1.0131 |
1.0195 |
0.0064 |
0.6% |
1.0195 |
| Low |
1.0015 |
1.0090 |
0.0075 |
0.7% |
0.9849 |
| Close |
1.0125 |
1.0156 |
0.0031 |
0.3% |
1.0156 |
| Range |
0.0116 |
0.0105 |
-0.0011 |
-9.5% |
0.0346 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
98,255 |
88,420 |
-9,835 |
-10.0% |
435,075 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0414 |
1.0214 |
|
| R3 |
1.0357 |
1.0309 |
1.0185 |
|
| R2 |
1.0252 |
1.0252 |
1.0175 |
|
| R1 |
1.0204 |
1.0204 |
1.0166 |
1.0228 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0159 |
| S1 |
1.0099 |
1.0099 |
1.0146 |
1.0123 |
| S2 |
1.0042 |
1.0042 |
1.0137 |
|
| S3 |
0.9937 |
0.9994 |
1.0127 |
|
| S4 |
0.9832 |
0.9889 |
1.0098 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.0976 |
1.0346 |
|
| R3 |
1.0759 |
1.0630 |
1.0251 |
|
| R2 |
1.0413 |
1.0413 |
1.0219 |
|
| R1 |
1.0284 |
1.0284 |
1.0188 |
1.0349 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0099 |
| S1 |
0.9938 |
0.9938 |
1.0124 |
1.0003 |
| S2 |
0.9721 |
0.9721 |
1.0093 |
|
| S3 |
0.9375 |
0.9592 |
1.0061 |
|
| S4 |
0.9029 |
0.9246 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0195 |
0.9849 |
0.0346 |
3.4% |
0.0104 |
1.0% |
89% |
True |
False |
87,015 |
| 10 |
1.0195 |
0.9606 |
0.0589 |
5.8% |
0.0147 |
1.4% |
93% |
True |
False |
120,981 |
| 20 |
1.0195 |
0.9606 |
0.0589 |
5.8% |
0.0120 |
1.2% |
93% |
True |
False |
76,355 |
| 40 |
1.0195 |
0.9606 |
0.0589 |
5.8% |
0.0104 |
1.0% |
93% |
True |
False |
38,287 |
| 60 |
1.0195 |
0.9606 |
0.0589 |
5.8% |
0.0098 |
1.0% |
93% |
True |
False |
25,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0470 |
|
1.618 |
1.0365 |
|
1.000 |
1.0300 |
|
0.618 |
1.0260 |
|
HIGH |
1.0195 |
|
0.618 |
1.0155 |
|
0.500 |
1.0143 |
|
0.382 |
1.0130 |
|
LOW |
1.0090 |
|
0.618 |
1.0025 |
|
1.000 |
0.9985 |
|
1.618 |
0.9920 |
|
2.618 |
0.9815 |
|
4.250 |
0.9644 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0130 |
| PP |
1.0147 |
1.0105 |
| S1 |
1.0143 |
1.0079 |
|